Format output of time from a datetime field

I'm extracting data from sql server and need to output the data in a specific order and format. The field I'm having trouble with is defined in sql server as a datetime field (8). My extract requires the time to be formatted as a numeric 4 chars, as in military time with leading zeros, so 8:00 should appear as 0800 Here is my current statement:

Convert(varchar(10),dbo.calendar.start_time,108) as BegTime
which returns 08:00:00

I can't figure out if there is a style parameter that will give me what I need.

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